Stochastic volatility model and technical analysis of stock price (Q475736): Difference between revisions
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Property / author: Wei Liu / rank | |||
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Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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Property / Mathematics Subject Classification ID: 62H10 / rank | |||
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Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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Property / Mathematics Subject Classification ID: 65C50 / rank | |||
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Property / zbMATH DE Number: 6374542 / rank | |||
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stochastic volatility model | |||
Property / zbMATH Keywords: stochastic volatility model / rank | |||
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asymptotic stationary process | |||
Property / zbMATH Keywords: asymptotic stationary process / rank | |||
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law of large numbers | |||
Property / zbMATH Keywords: law of large numbers / rank | |||
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convergence rate | |||
Property / zbMATH Keywords: convergence rate / rank | |||
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technical analysis indicators | |||
Property / zbMATH Keywords: technical analysis indicators / rank | |||
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Revision as of 17:50, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Stochastic volatility model and technical analysis of stock price |
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Statements
Stochastic volatility model and technical analysis of stock price (English)
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27 November 2014
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stochastic volatility model
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asymptotic stationary process
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law of large numbers
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convergence rate
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technical analysis indicators
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